+165.3%
FLUT vs SSNC
+1,021.7%
-856.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -1.2% | +1.4% | -2.6% | -1.4% |
| 30D | +5.0% | -2.6% | +7.6% | +5.5% |
| 3M | -16.4% | -0.6% | -15.8% | -16.3% |
| 6M | -14.6% | +19.9% | -34.5% | -17.1% |
| YTD | -61.9% | -8.2% | -53.7% | -61.4% |
| 1Y | -65.0% | -5.5% | -59.5% | -64.8% |
| 3Y | -44.8% | +56.8% | -101.6% | -47.8% |
| 5Y | -49.9% | +7.8% | -57.7% | -51.5% |
| 10Y | -26.1% | +183.3% | -209.4% | -30.3% |
| All | +165.3% | +1,021.7% | -856.4% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling